Dear folks, can anybody point me in the right direction on how to conduct a hausman test for endogeneity in simultanous equation models? Best, Holger -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-for-endogeneity-tp2969522p2969522.html Sent from the R help mailing list archive at Nabble.com.
On Saturday 09 October 2010 14:37:35 Holger Steinmetz wrote:> Dear folks, > > can anybody point me in the right direction on how to conduct a hausman > test for endogeneity in simultanous equation models? > > Best, > Holgerhausman.systemfit [1] should be what you are looking for. Cheers Giuseppe [1] http://cran.r-project.org/web/packages/systemfit/systemfit.pdf
Hello On Sat, Oct 9, 2010 at 2:37 PM, Holger Steinmetz <Holger.steinmetz at web.de> wrote:> can anybody point me in the right direction on how to conduct a hausman test > for endogeneity in simultanous equation models? >Try install.packages('sos') require(sos) findFn('hausman') Here I get these results:> findFn('hausman')found 22 matches; retrieving 2 pages 2 Liviu